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We study a linear high-dimensional regression model in a semi-supervised setting, where for many observations only the vector of covariates $X$ is given with no response $Y$. We do not make any sparsity assumptions on the vector of…

Statistics Theory · Mathematics 2021-09-03 Ilan Livne , David Azriel , Yair Goldberg

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…

Methodology · Statistics 2026-02-10 Evan T. R. Rosenman , Kristen B. Hunter

This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

Econometrics · Economics 2024-05-29 Jun Ma , Zhengfei Yu

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Identifying heterogeneity in a population's response to a health or policy intervention is crucial for evaluating and informing policy decisions. We propose a novel heterogeneous treatment effect estimator in the difference-in-differences…

Methodology · Statistics 2021-08-24 Xinkun Nie , Chen Lu , Stefan Wager

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…

Machine Learning · Statistics 2019-10-29 Amin Nejatbakhsh , Erdem Varol

The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…

Methodology · Statistics 2012-06-06 Guoqing Diao , Donglin Zeng , Song Yang

We propose a new lack-of-fit test for quantile regression models that is suitable even with high-dimensional covariates. The test is based on the cumulative sum of residuals with respect to unidimensional linear projections of the…

Extensions of linear models are very commonly used in the analysis of biological data. Whereas goodness of fit measures such as the coefficient of determination (R2) or the adjusted R2 are well established for linear models, it is not…

Methodology · Statistics 2018-05-04 Hans-Peter Piepho

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

Methodology · Statistics 2018-01-16 Ivan Fernandez-Val , Joonhwah Lee

This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match…

Methodology · Statistics 2017-07-06 Michael GB Blum

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

Methodology · Statistics 2026-05-25 Leticia Wuethrich , Torsten Hothorn

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

Motivated by two case studies using primary care records from the Clinical Practice Research Datalink, we describe statistical methods that facilitate the analysis of tall data, with very large numbers of observations. Our focus is on…

Methodology · Statistics 2018-05-14 Kirsty Rhodes , Rebecca Turner , Rupert Payne , Ian White

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p/n$ regime, where the number of covariates $p$ grows proportionally with the sample size $n$. Under appropriate regularity conditions, we…

Statistics Theory · Mathematics 2016-12-20 Lihua Lei , Peter J. Bickel , Noureddine El Karoui

Multi-armed bandits are widely used for sequential experimentation in clinical trials, recommendation systems, and online platforms. While regret minimization and valid inference from adaptively collected data have each been studied…

Methodology · Statistics 2026-04-28 Yu-Shiou Willy Lin , Dae Woong Ham , Iavor Bojinov